On non-extinction in a Fleming-Viot-type particle model with Bessel drift
M. Kolb, M. Liesenfeld, Electronic Journal of Probability (2022) 1–28.
Download
No fulltext has been uploaded.
Journal Article
| Published
| English
Author
Kolb, MartinLibreCat;
Liesenfeld, Matthias
Department
Abstract
Motivated by the work [6] of Mariusz Bieniek, Krzysztof Burdzy and Soumik Pal we study a Fleming-Viot-type particle system consisting of independently moving particles each driven by generalized Bessel processes on the positive real line. Upon hitting the boundary {0} this particle is killed and an uniformly chosen different one branches into two particles. Using the symmetry of the model and the self similarity property of Bessel processes, we obtain a criterion to decide whether the particles converge to the origin at a finite time. This addresses open problem 1.4 in [6]. Specifically, inspired by [6, Open Problem 1.5], we investigate the case of three moving particles and refine the general result of [6, Theorem 1.1(ii)] extending the regime of drift parameters, where convergence does not occur – even to values, where it does occur when considering the case of only two particles.
Publishing Year
Journal Title
Electronic Journal of Probability
Issue
27
Page
1-28
LibreCat-ID
Cite this
Kolb M, Liesenfeld M. On non-extinction in a Fleming-Viot-type particle model with Bessel drift. Electronic Journal of Probability. 2022;(27):1-28. doi:https://doi.org/10.1214/22-EJP866
Kolb, M., & Liesenfeld, M. (2022). On non-extinction in a Fleming-Viot-type particle model with Bessel drift. Electronic Journal of Probability, 27, 1–28. https://doi.org/10.1214/22-EJP866
@article{Kolb_Liesenfeld_2022, title={On non-extinction in a Fleming-Viot-type particle model with Bessel drift}, DOI={https://doi.org/10.1214/22-EJP866}, number={27}, journal={Electronic Journal of Probability}, publisher={Institute of Mathematical Statistics}, author={Kolb, Martin and Liesenfeld, Matthias}, year={2022}, pages={1–28} }
Kolb, Martin, and Matthias Liesenfeld. “On Non-Extinction in a Fleming-Viot-Type Particle Model with Bessel Drift.” Electronic Journal of Probability, no. 27 (2022): 1–28. https://doi.org/10.1214/22-EJP866.
M. Kolb and M. Liesenfeld, “On non-extinction in a Fleming-Viot-type particle model with Bessel drift,” Electronic Journal of Probability, no. 27, pp. 1–28, 2022, doi: https://doi.org/10.1214/22-EJP866.
Kolb, Martin, and Matthias Liesenfeld. “On Non-Extinction in a Fleming-Viot-Type Particle Model with Bessel Drift.” Electronic Journal of Probability, no. 27, Institute of Mathematical Statistics, 2022, pp. 1–28, doi:https://doi.org/10.1214/22-EJP866.